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BILL HEMMER, CNN ANCHOR: A developing story, breaking news in Saudi Arabia right now. CNN has learned three men have been arrested at an airport in Jeddah on suspicion of planning a terrorist hijacking cut in the mold of 9/11. The alleged plan, to fly a plane into a building in downtown Jeddah. The men are thought to be members of al Qaeda. One of them was on Saudi Arabia's most wanted list. Sources tell CNN's Sheila MacVicar they were carrying knives and last testaments when they were arrested upon boarding of that airplane.

Here in the U.S., police and National Guard keeping a high profile yet again today at potential terrorist targets. The White House raising the nation's threat level to high, that is the level orange yesterday. Despite the increased security at airports and national landmarks, officials believe the so-called soft targets are at risk. They include places like schools and malls and subways.

Also learning today that the military has boosted its own terror threat level to high. This goes into effect for the military installations around the world. More on that from Barbara Starr at the Pentagon, but to Sophia right now and the headlines.

Before we get that, I'm just hearing right now Sheila MacVicar is now with us in Riyadh, breaking this news here on CNN about 35 minutes ago.

What more about these arrests of suspected al Qaeda members -- Sheila, hello there.

SHEILA MACVICAR, CNN CORRESPONDENT: Hello, Bill.

These arrests took place on Monday evening. The men were supposed to be boarding a Saudia Airlines' flight to Sudan. Saudia is, of course, the national airline of Saudi Arabia. And authorities at the airport in Jeddah, the Red Sea city on the Red Sea coast of Saudi Arabia, noticed that one of the men was acting in a way which drew their attention.

They realized that one of the men they recognized. He was on their wanted list, we are told. He was taken into custody with the two men he was traveling with. Saudi authorities say that they believe all three men were members of the same cell which carried out last week's bombing attacks here in Riyadh.

We are told that these three men were in a different safe house from men who were first identified in early May when Saudi authorities found a large cache of weapons and explosives, that they knew of the attacks last week, although they did not participate in them.

We are told also that when they were seized at the airport, they were found to be in possession of knives and we are told documents which resembled a kind of last will and testament, something that will be familiar to investigators from the hijackers of 9/11, who carried similar kinds of documents.

We are told that these three men remain in custody. We are told that, of course, Saudi authorities believe that they will have a great deal to say about those who carried out last week's bombing attacks, the planners and the perpetrators, and perhaps even their whereabouts now.

Again, the plan, as we understand it, according to a Saudi security source, was that they were going to hijack this Saudia flight and then attempt to fly the plane into a (AUDIO GAP) Jeddah. That, again, comes from a Saudi security source -- Bill.

HEMMER: Sheila, bottom line here, how was this tipped off? Were they picked up going onto the plane or did someone else give the information over before this happened?

MACVICAR: As we understand it, it was alert Saudi authorities in the Jeddah airport who realized that there was something unusual about this group. They began looking at them. They realized that one of the three men was someone whose face they had been looking at for some time. His name was on a wanted list. That prompted them to bring the three into custody.

Now, it's not clear at this point, obviously, where they were in the airport, if they had already cleared security, if they were just at check-in, where precisely they were.

But as I said, Saudi authorities found that they were in possession of knives and they now believe that their intent was to hijack that Saudia flight and fly it into a building in Jeddah.

That, of course, again, these men being linked to the same cell as those who carried out the attacks.

Now, all of this, of course, Bill, comes at a time when the kingdom of Saudi Arabia is at a very much heightened state of security alert. We are told by Saudi intelligence sources that this is the highest state of alert. There are embassies which are closed here, international schools closed, some residential compounds have told their residents, certainly last night, to stay indoors and they were banning all visitors from entering the compounds and very much more visible threat, visible security, rather, on the streets because, again, as we are told, that there is credible information that more attacks may be in the planning and that those attacks may be imminent -- Bill.

HEMMER: Sheila MacVicar in Riyadh, Saudi Arabia.

The latest news still developing at this hour from there.

Sheila, thanks for that.

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